-29.4%
AFRM vs NWSA
+52.4%
-81.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.0% |
| 7D | -7.5% | -10.5% | +3.0% | +5.3% |
| 30D | -15.7% | -8.8% | -6.9% | -6.7% |
| 3M | -9.6% | -6.5% | -3.1% | -3.6% |
| 6M | +6.3% | -1.3% | +7.6% | +2.2% |
| YTD | -8.6% | +2.5% | -11.1% | -17.3% |
| 1Y | -7.6% | +0.2% | -7.8% | -13.7% |
| 3Y | +173.7% | +27.6% | +146.0% | +88.6% |
| 5Y | -56.9% | +17.0% | -73.9% | -68.7% |
| All | -29.4% | +52.4% | -81.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling